Anic Equity¶

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Total return since start: 0.548 %¶

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Equity now: -----------------------------> 47270.25 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45875.34 Kr¶

PnL: ---------------------------------------> -1013.23 Kr¶

DD now: ---------------------------------> -2.796 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-19 13:07:33.061796'

Anic Portfolio¶

Today¶

Return: -1.327 %¶

This Week¶

Return: -0.554 %¶

Total¶

Return: 54.751 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 0.500000 3020.000000 93.000000 3.180000 2927.000000
HEBA B 70 -2.990000 2726.500000 90.500000 3.430000 2636.000010
Beijer Electronics Group 26 -3.140000 3047.200000 76.200000 2.560000 2971.000006
Corem Property Group B 59 -2.590000 621.270000 44.270000 7.670000 576.999999
Samhällsbyggnadsbo. i Norden B 20 -8.100000 389.300000 34.300000 9.660000 355.000000
OEM International B 7 -2.120000 549.500000 21.500000 4.070000 527.999997
SAAB B 8 -0.090000 3398.400000 21.400000 0.630000 3377.000000
MedCap 2 -1.570000 439.000000 18.000000 4.280000 421.000000
Norva24 Group 16 -2.520000 557.760000 14.760000 2.720000 543.000000
Intrum 4 -2.240000 540.400000 13.400000 2.540000 527.000000
AcadeMedia 12 -0.590000 565.680000 8.680000 1.560000 557.000004
Eastnine 4 -1.730000 499.200000 8.200000 1.670000 491.000000
Coor Service Management Hold. 8 -2.100000 540.000000 8.000000 1.500000 532.000000
Fastighetsbolag. Emilshus Pref 21 -0.180000 568.050000 6.050000 1.080000 562.000005
Creaspac SPAC 6 0.000000 579.000000 2.000000 0.350000 577.000002
Securitas B 6 -0.420000 571.920000 1.920000 0.340000 570.000000
HMS Networks 2 -5.290000 673.600000 0.600000 0.090000 673.000000
Swedbank A 3 -0.630000 563.550000 -0.450000 -0.080000 564.000000
Resurs Holding 22 -0.990000 573.540000 -0.460000 -0.080000 573.999998
Essity B 2 0.390000 572.400000 -1.600000 -0.280000 574.000000
Samhällsbyggnadsbo. i Norden D 12 -4.950000 244.080000 -1.920000 -0.780000 246.000000
Essity A 4 0.000000 1144.000000 -5.000000 -0.440000 1149.000000
Handelsbanken A 5 0.000000 541.000000 -5.000000 -0.920000 546.000000
Karnov Group 9 -0.340000 526.500000 -9.500000 -1.770000 536.000004
Midsona B 63 -0.550000 571.410000 -11.590000 -1.990000 582.999984
CTEK 13 -3.070000 517.270000 -16.730000 -3.130000 533.999999
Boozt 12 -5.220000 1633.200000 -20.800000 -1.260000 1653.999996
Nordea Bank Abp 29 -0.760000 3413.300000 -40.700000 -1.180000 3453.999992
Vivesto 1368 -1.630000 560.610000 -52.390000 -8.550000 612.999432
International Petroleum Corp. 5 -4.010000 538.000000 -56.570000 -9.510000 594.565215
Sampo Oyj SDB 7 0.750000 3766.000000 -84.000000 -2.180000 3850.000000
Axfood 13 -0.390000 3614.000000 -142.000000 -3.780000 3756.000001
OX2 18 -4.240000 1462.500000 -201.500000 -12.110000 1663.999992
Fasadgruppen Group 35 -0.510000 3430.000000 -381.000000 -10.000000 3810.999990
Ovzon 52 -2.260000 2917.200000 -444.800000 -13.230000 3361.999992
TOTAL 45875.340000 -1013.230000 -2.79589% 46888.564618

Updated:¶

'2023-01-19 13:07:45.823035'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶